+43.8%
EXC vs EL
-66.1%
+110.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.1% |
| 7D | -1.2% | +0.8% | -1.9% | -1.3% |
| 30D | +10.0% | +16.5% | -6.6% | +8.6% |
| 3M | +1.6% | +29.2% | -27.6% | -0.6% |
| 6M | +3.3% | +27.9% | -24.7% | +0.9% |
| YTD | +7.6% | +6.2% | +1.4% | +6.2% |
| 1Y | +3.5% | +27.2% | -23.7% | +0.2% |
| 3Y | +27.7% | +3.2% | +24.4% | +25.0% |
| All | +43.8% | -66.1% | +110.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling